Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49320.35 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43383.36 Kr¶

PnL: ---------------------------------------> -1492.22 Kr¶

DD now: ---------------------------------> -7.154 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 16:50:59.082836'

Anic Portfolio¶

This Week¶

Return: -2.872 %¶

Total portfolio value¶

Return including deposits: 61.376 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.970000 1517.280000 94.280000 6.630000 1423.000014
Hennes & Mauritz B 6 1.530000 930.960000 18.960000 2.080000 912.000000
Nederman Holding 1 1.460000 209.000000 10.000000 5.030000 199.000000
JM 7 2.410000 953.400000 3.400000 0.360000 950.000002
INVISIO 15 0.000000 3570.000000 -2.000000 -0.060000 3571.999995
Atrium Ljungberg B 5 -0.770000 896.500000 -7.500000 -0.830000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
ASSA ABLOY B 4 -0.730000 981.600000 -11.400000 -1.150000 993.000000
BioGaia B 8 -1.240000 889.600000 -14.400000 -1.590000 904.000000
Eastnine 6 -2.200000 640.800000 -16.200000 -2.470000 657.000000
Bufab 3 0.110000 1059.600000 -16.400000 -1.520000 1076.000001
Biotage 1 -1.500000 131.000000 -18.000000 -12.080000 149.000000
OX2 12 -0.340000 888.000000 -21.000000 -2.310000 909.000000
Creaspac SPAC 40 -0.210000 3808.000000 -26.000000 -0.680000 3834.000000
Vitrolife 3 -1.190000 650.400000 -26.600000 -3.930000 677.000001
Alimak Group 12 -0.240000 980.400000 -26.600000 -2.640000 1007.000004
AcadeMedia 20 -1.780000 948.800000 -29.200000 -2.990000 978.000000
Investor B 3 -0.500000 625.650000 -32.350000 -4.920000 657.999999
Latour B 4 -0.770000 823.200000 -32.800000 -3.830000 856.000000
Hexatronic Group 15 -0.320000 1038.000000 -33.000000 -3.080000 1071.000000
Sandvik 4 -0.920000 814.400000 -33.600000 -3.960000 848.000000
EQT 4 1.010000 836.000000 -37.000000 -4.240000 873.000000
Byggmax Group 33 -0.560000 929.280000 -37.720000 -3.900000 966.999990
Vitec Software Group B 2 -1.120000 1064.000000 -40.000000 -3.620000 1104.000000
Sagax B 4 -1.260000 844.800000 -40.200000 -4.540000 885.000000
Gränges 10 -2.010000 998.500000 -40.500000 -3.900000 1039.000000
SKF B 5 -0.580000 939.000000 -41.000000 -4.180000 980.000000
Addnode Group B 7 -1.040000 863.800000 -41.200000 -4.550000 904.999998
Sagax A 4 -0.470000 844.000000 -42.000000 -4.740000 886.000000
Platzer Fastigheter Holding B 12 -0.130000 908.400000 -42.600000 -4.480000 951.000000
Hoist Finance 36 -1.280000 968.400000 -42.600000 -4.210000 1010.999988
Catena 2 -0.210000 761.200000 -44.800000 -5.560000 806.000000
HEXPOL B 8 0.270000 889.600000 -67.400000 -7.040000 957.000000
Orrön Energy 170 -1.810000 1939.700000 -106.300000 -5.200000 2045.999980
Hexagon B 26 -1.130000 3300.700000 -119.300000 -3.490000 3420.000012
VEF 788 -0.450000 1760.390000 -142.610000 -7.490000 1903.000300
Sedana Medical 93 0.870000 2583.540000 -400.040000 -13.410000 2983.577733
TOTAL 43360.500000 -1515.080000 -7.20338% 44875.578016

Updated:¶

'2023-06-22 16:48:48.115993'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶